I figured out that setting
Borderless to true in Project Settings, then setting it to false in _ready() is fixing it. (don't forget to save the project in order to apply the Project Setting!)
It's possible that this issue is only present on Windows, I don't know.
Here's some other tricks:
Put the window off screen:
Then do a bunch of
Until your window is loaded, then do:
OS.window_minimized seems to prevent
OS.set_window_size from working when used on the same frame so I don't bother with it.
To disable the "Boot Splash", set the Image filename to a nonsense filename that doesn't exist. (again, don't forget to save the project in order to apply Project Settings)